+25.2%
MCD vs HPQ
+8.0%
+17.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | +5.9% | -0.6% | +6.6% | +6.0% |
| 30D | +19.6% | -6.5% | +26.1% | +20.2% |
| 3M | +3.3% | -5.1% | +8.3% | +3.4% |
| 6M | +3.5% | +27.3% | -23.8% | +0.4% |
| YTD | -6.1% | +31.7% | -37.8% | -9.4% |
| 1Y | -3.7% | +13.0% | -16.6% | -5.5% |
| 3Y | +13.4% | +18.3% | -4.9% | +7.9% |
| 5Y | +25.2% | +7.4% | +17.8% | +19.7% |
| All | +25.2% | +8.0% | +17.1% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HPQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling